Σύγκριση μεθόδων

	Διαγνωστικά Επιρροής (Απόσταση Cook, DFFITS, Μοχλός)	Ανάλυση Κύριων Συνιστωσών	Εκτίμηση Εύρωστων Συνδιακυμάνσεων (MCD)
Πεδίο	Στατιστική	Μηχανική Μάθηση	Στατιστική
Οικογένεια	Regression model	Machine learning	Regression model
Έτος προέλευσης	1977	2002	1999
Δημιουργός	R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)	Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
Τύπος	Regression diagnostic	Unsupervised dimensionality reduction	Robust multivariate location-scatter estimator
Θεμελιώδης πηγή	Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18.	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.	Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223.
Εναλλακτικές ονομασίες	Cook's distance, DFFITS, leverage, influential observation detection	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform	minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
Συναφείς	5	3	4
Σύνοψη	Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.	Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.	Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation.